+43.1%
SITM vs PENG
+42.1%
+1.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +12.4% | +5.1% | +10.3% |
| 7D | -6.7% | -19.4% | +12.7% | +4.8% |
| 30D | -37.3% | -42.4% | +5.1% | -15.6% |
| 3M | -39.4% | -25.6% | -13.7% | -30.5% |
| 6M | -33.1% | +7.3% | -40.4% | -42.6% |
| YTD | +18.0% | +113.9% | -95.8% | -35.8% |
| 1Y | +22.7% | +93.6% | -70.9% | -29.2% |
| 3Y | +283.8% | +170.2% | +113.6% | +61.4% |
| All | +43.1% | +42.1% | +1.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling